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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-1.35%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$105B
AUM Growth
-$86.5B
(-45%)
Cap. Flow
-$109B
Cap. Flow
% of AUM
-103.64%
Top 10 Holdings %
Top 10 Hldgs %
29.79%
Holding
3,543
New
707
Increased
1,006
Reduced
944
Closed
671
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
GSK
GSK
|
+$708M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$170M |
| 3 |
Cigna
CI
|
+$105M |
| 4 |
Tesla
TSLA
|
+$80.8M |
| 5 |
Boeing
BA
|
+$67.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
FB Financial Corp
FBK
|
+$295M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$143M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$86.7M |
| 4 |
Microsoft
MSFT
|
+$65.9M |
| 5 |
Walt Disney
DIS
|
+$55.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 1.89% |
| 2 | Technology | 0.44% |
| 3 | Consumer Discretionary | 0.42% |
| 4 | Financials | 0.29% |
| 5 | Energy | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
876
CALL
Akamai
AKAM
$16.1B
| $5.87M | 0.01% |
64,300
-84,900
| -57% | -$8.85M |
|
877
Royal Gold
RGLD
$19.5B
| $5.84M | 0.01% |
+54,690
| New | +$6.76M |
|
878
PUT
HCA Healthcare
HCA
$89.5B
| $5.79M | 0.01% |
34,500
+3,500
| +11% | +$752K |
|
879
PUT
Progyny
PGNY
$2.2B
| $5.77M | 0.01% |
+198,700
| New | +$7.11M |
|
880
PUT
Qorvo
QRVO
$8.74B
| $5.75M | 0.01% |
61,000
+42,300
| +226% | +$4.56M |
|
881
CALL
ArcelorMittal
MT
$55.3B
| $5.74M | 0.01% |
253,800
+209,000
| +467% | +$6.13M |
|
882
PUT
SoFi Technologies
SOFI
$23.7B
| $5.73M | 0.01% |
1,087,500
-40,900
| -4% | -$276K |
|
883
CALL
Coty
COTY
$2.48B
| $5.72M | 0.01% |
714,400
+69,800
| +11% | +$524K |
|
884
PUT
Green Plains
GPRE
$1.03B
| $5.71M | 0.01% |
+210,000
| New | +$6.57M |
|
885
CALL
BHP
BHP
$230B
| $5.68M | 0.01% |
101,100
-60,772
| -38% | -$3.77M |
|
886
PUT
Constellation Brands
STZ
$23.2B
| $5.67M | 0.01% |
24,300
-25,900
| -52% | -$6.3M |
|
|
IIII
887
DELISTED
INSU Acquisition Corp. III Class A Common Stock
IIII
| $5.67M | 0.01% |
+575,169
| New | +$5.66M |
|
888
PUT
3M
MMM
$94.3B
| $5.66M | 0.01% |
52,265
-302,349
| -85% | -$36.5M |
|
889
CALL
CRISPR Therapeutics
CRSP
$5.17B
| $5.64M | 0.01% |
92,900
+92,100
| +11,513% | +$5.41M |
|
890
CALL
Robinhood
HOOD
$83.9B
| $5.55M | 0.01% |
675,000
-1,047,400
| -61% | -$10.2M |
|
891
CALL
American International
AIG
$41.8B
| $5.54M | 0.01% |
108,400
+70,300
| +185% | +$4.08M |
|
892
CALL
Toronto Dominion Bank
TD
$200B
| $5.53M | 0.01% |
84,300
+45,700
| +118% | +$3.32M |
|
893
PUT
AstraZeneca
AZN
$250B
| $5.52M | 0.01% |
41,800
+27,750
| +198% | +$3.64M |
|
894
CALL
Moody's
MCO
$82.7B
| $5.52M | 0.01% |
+20,300
| New | +$6.07M |
|
895
Invitation Homes
INVH
$18B
| $5.5M | 0.01% |
+154,733
| New | +$5.9M |
|
896
CALL
Weyerhaeuser
WY
$18.4B
| $5.5M | 0.01% |
166,000
-74,700
| -31% | -$2.85M |
|
897
CALL
ResMed
RMD
$30.7B
| $5.49M | 0.01% |
+26,200
| New | +$5.58M |
|
898
PUT
Magna International
MGA
$18.8B
| $5.49M | 0.01% |
100,000
| – | – |
|
899
PUT
Lincoln National
LNC
$8.81B
| $5.47M | 0.01% |
117,100
-3,200
| -3% | -$182K |
|
900
CALL
SentinelOne
S
$7.34B
| $5.46M | 0.01% |
234,000
-37,700
| -14% | -$1.06M |
|
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HF
Parallax Volatility Advisers's Q2 2022 Portfolio in Review
As of Q2 2022, Parallax Volatility Advisers held 3,543 positions worth $105B, down 45% from $192B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Parallax Volatility Advisers withdrew a net $109B in Q2 2022, closing 671 positions and reducing 944 holdings. Its most notable exit was FB Financial Corp, an estimated $295M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 1.9% of assets, up from 0.2% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in GSK worth $1.53B.
- Parallax Volatility Advisers's largest Q2 2022 buy was GSK: 12,829,784 shares worth $1.53B.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q2 2022, an estimated $170M increase.
- Parallax Volatility Advisers's biggest Q2 2022 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $143M.
- Parallax Volatility Advisers fully exited FB Financial Corp in Q2 2022, selling an estimated $295M.
- Parallax Volatility Advisers's ten largest holdings make up 30% of its $105B portfolio in Q2 2022.
- Parallax Volatility Advisers opened 707 new positions and closed 671 in Q2 2022.
- Parallax Volatility Advisers's portfolio value fell 45% quarter-over-quarter to $105B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2022, filed 15 Aug 2022.